Dear Stata Users:
I am trying to obtain standardized tobit coefficients per Long (1997).
Initially, I calculated the standardized tobit coefficients after
estimation per Roncek (1992) as follows:
foreach var of varlist x1 x2 x3 etc. {
quietly sum `var'
display as result "beta* `var' =" (_b[`var']*r(sd))/.5697083)
}
where .5697083 is sigma reported by the tobit model.
Long (1997) criticized this approach because sigma is conditional on x.
He suggests instead to use the unconditional variance of y* computed
with the quadratic form, where r_(y*)^2=B'Var(x)B+s_e^2 (which I read as
the unconditional variance of Y* equals the variance/covariance matrix
of x plus an error term). Unfortunately, I am having difficulty with
transferring this formula into Stata. I am unfamiliar with using and
accessing matrix information, and hope someone on the list could offer
some help.
Thanks in advance.
Eric L. Sevigny

You can probably use Long & Freese's -listcoef- command with the
-std- option. From within Stata, type

findit spost9

Long & Freese's excellent book describing this and several other
commands can be found at